Invariance principles with logarithmic averaging for continuous local martingales

Faouzi Chaabane

Statistics & Probability Letters, 2002, vol. 59, issue 2, 209-217

Abstract: For continuous local martingales, we establish an almost sure central limit theorem and a logarithmic strong law. We also establish the central limit theorem and the law of iterated logarithm associated with this strong law.

Keywords: Martingale; Almost-sure; central; limit; theorem; Quadratic; strong; law; Law; of; iterated; logarithm (search for similar items in EconPapers)
Date: 2002
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(02)00207-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:59:y:2002:i:2:p:209-217

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().